Maximum likelihood thresholds via graph rigidity
Maximum likelihood thresholds via graph rigidity
复制标题
通过图刚性确定最大似然阈值
DOI:
10.1214/23-aap2039
复制
发表时间:
2021
期刊:
影响因子:
--
通讯作者:
Louis Theran
中科院分区:
文献类型:
--
作者:
D. Bernstein;Sean Dewar;S. Gortler;A. Nixon;Meera Sitharam;Louis Theran
The maximum likelihood threshold (MLT) of a graph $G$ is the minimum number of samples to almost surely guarantee existence of the maximum likelihood estimate in the corresponding Gaussian graphical model. We give a new characterization of the MLT in terms of rigidity-theoretic properties of $G$ and use this characterization to give new combinatorial lower bounds on the MLT of any graph. We use the new lower bounds to give high-probability guarantees on the maximum likelihood thresholds of sparse Erd{\"o}s-R\'enyi random graphs in terms of their average density. These examples show that the new lower bounds are within a polylog factor of tight, where, on the same graph families, all known lower bounds are trivial. Based on computational experiments made possible by our methods, we conjecture that the MLT of an Erd{\"o}s-R\'enyi random graph is equal to its generic completion rank with high probability. Using structural results on rigid graphs in low dimension, we can prove the conjecture for graphs with MLT at most $4$ and describe the threshold probability for the MLT to switch from $3$ to $4$. We also give a geometric characterization of the MLT of a graph in terms of a new"lifting"problem for frameworks that is interesting in its own right. The lifting perspective yields a new connection between the weak MLT (where the maximum likelihood estimate exists only with positive probability) and the classical Hadwiger-Nelson problem.
影响因子:
1.1
作者:
D. Bernstein;Grigoriy Blekherman;Rainer Sinn
通讯作者:
D. Bernstein;Grigoriy Blekherman;Rainer Sinn
DOI:
10.1214/18-aos1724
发表时间:
2019
期刊:
The Annals of Statistics
影响因子:
--
作者:
Drton, Mathias;Fox, Christopher;Käufl, Andreas;Pouliot, Guillaume
通讯作者:
Pouliot, Guillaume